+154.4%
FCX vs CHTR
+282.5%
-128.2%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -8.1% | +7.6% | +1.9% |
| 7D | +3.1% | -15.8% | +18.9% | +8.3% |
| 30D | +8.1% | -12.7% | +20.8% | +11.8% |
| 3M | +18.9% | -1.1% | +20.0% | +17.1% |
| 6M | +26.6% | -39.9% | +66.5% | +42.4% |
| YTD | +51.2% | -35.9% | +87.0% | +64.6% |
| 1Y | +75.6% | -49.2% | +124.7% | +106.6% |
| 3Y | +101.7% | -68.3% | +170.0% | +166.2% |
| 5Y | +134.6% | -83.0% | +217.6% | +287.9% |
| 10Y | +724.2% | -49.3% | +773.5% | +726.9% |
| All | +154.4% | +282.5% | -128.2% | -8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CHTR.
Daily Out/Under-Performance
Portfolio return minus CHTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHTR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CHTR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling